Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.625 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49642.97 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45582.16 Kr¶

PnL: ---------------------------------------> 526.16 Kr¶

DD now: ---------------------------------> -6.546 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 15:53:11.498452'

Anic Portfolio¶

Today¶

Return: 1.575 %¶

This Week¶

Return: 0.689 %¶

Total portfolio value¶

Return including deposits: 62.518 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.620000 1671.120000 202.120000 13.760000 1468.999998
Sedana Medical 93 4.060000 2672.820000 151.820000 6.020000 2521.000011
Orrön Energy 180 5.780000 2175.300000 132.300000 6.480000 2043.000000
Atrium Ljungberg B 5 4.510000 995.500000 60.500000 6.470000 935.000000
Platzer Fastigheter Holding B 12 4.700000 1015.200000 54.200000 5.640000 960.999996
Sagax A 4 5.120000 904.000000 50.000000 5.850000 854.000000
JM 6 3.960000 912.600000 48.600000 5.630000 864.000000
Catena 2 4.430000 838.800000 46.800000 5.910000 792.000000
Sagax B 4 3.830000 900.000000 46.000000 5.390000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 3.070000 997.920000 30.920000 3.200000 966.999996
BioGaia B 8 2.140000 954.400000 24.400000 2.620000 930.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Bilia A 8 1.600000 914.400000 14.400000 1.600000 900.000000
VEF 909 2.400000 1861.630000 11.630000 0.630000 1850.000436
Byggmax Group 33 1.450000 966.900000 10.900000 1.140000 956.000001
Biotage 7 0.890000 951.300000 10.300000 1.090000 940.999997
Clas Ohlson B 12 0.860000 982.800000 9.800000 1.010000 972.999996
OX2 13 1.590000 955.500000 5.500000 0.580000 949.999999
EQT 4 0.870000 835.200000 3.200000 0.380000 832.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 0.040000 776.100000 -2.900000 -0.370000 779.000001
Alimak Group 11 -0.120000 916.300000 -11.700000 -1.260000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Addnode Group B 11 -0.060000 900.900000 -20.100000 -2.180000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
SKF B 5 -1.800000 915.250000 -24.750000 -2.630000 940.000000
Hexagon B 26 1.190000 3430.700000 -30.300000 -0.880000 3461.000010
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Vitec Software Group B 2 0.860000 1051.000000 -36.000000 -3.310000 1087.000000
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 2.080000 1383.220000 -75.780000 -5.190000 1458.999989
TOTAL 45582.160000 526.160000 -6.54623% 45056.000411

Updated:¶

'2023-07-04 15:53:28.982968'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶